+340.7%
SHW vs EPAM
+168.6%
+172.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.7% |
| 7D | +4.2% | +18.8% | -14.6% | 0.0% |
| 30D | +11.3% | +44.9% | -33.7% | +2.4% |
| 3M | -1.8% | +68.6% | -70.4% | -12.6% |
| 6M | +12.7% | +65.4% | -52.7% | -0.4% |
| YTD | +10.4% | -19.9% | +30.3% | +12.3% |
| 1Y | +4.7% | -10.0% | +14.7% | +3.7% |
| 3Y | +42.7% | -30.3% | +72.9% | +44.0% |
| 5Y | +14.5% | -75.7% | +90.2% | +41.0% |
| 10Y | +340.7% | +167.2% | +173.5% | +161.4% |
| All | +340.7% | +168.6% | +172.1% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling